+11.3%
COR vs AMRZ
-19.2%
+30.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | -3.9% | -4.7% | +0.8% | -3.9% |
| 30D | -0.3% | -11.3% | +11.0% | -0.3% |
| 3M | +15.9% | -22.1% | +37.9% | +15.8% |
| 6M | -10.3% | -29.6% | +19.3% | -10.2% |
| YTD | -3.7% | -23.3% | +19.6% | -3.5% |
| 1Y | +9.1% | -23.7% | +32.8% | +9.8% |
| All | +11.3% | -19.2% | +30.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling